Yeah Link will definitely increase fast loading pages.
If you are using anchor tag instead of Link it will helpful for SEO because of href attributes search engine will crawl and follow those links as index pages.
If you want to use Link in your project and also required SEO better to go for SSR because of these techniques allow the content to be fully rendered on the server or at build time so that search engines can index it properly like Next.js better approach and easy way to handle routes and navigations.